STA 290 Seminar: Alexander Soshnikov

Statistics Seminar Series

Thursday, October 16, 4:10pm, MSB 1147 (Colloquium Room)
Refreshments at 3:30pm in MSB 4110 (Statistics Lounge)

Speaker: Alexander Soshnikov (Dept. Mathematics, UC Davis)

Title: Spectral Properties of Large Random Matrices”

Abstract: The talk will be devoted to spectral statistics of large random matrices with independent entries.

In the first half, I will discuss recent results with Lingyun Li and Sean O'Rourke about (partial) linear statistics of eigenvalues of Wigner, sample covariance, and band random matrices.

In the second half, I will talk about spectral properties of products of independent elliptic random matrices (joint work with Sean O'Rourke, David Renfrew, and Van Vu).